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Model: Kalman-grid-v2
HQ Backtest NGLS vs OIS
Entry Threshold: 2.00 Exit Threshold: 0.00
Max Duration: 20 Entry Mode: Uptick Reversals:
Ve: auto Neutrality: dollar
Margin Req. 1: 50.0 Margin Req. 2: 50.0
Version: 5 Model Version: 2016.5 Bid-Ask 0.01 / 0.01
Initial Capital: 10000.00 Final Equity: 10047.45
Total net P/L: 47.45 Total ROI: 0.47 %
CAGR: 0.48 % Max. DD: 30.89 %
System Score: 0.000 Sharpe Ratio: 0.206
Start Date: 2015-01-02 End Date: 2015-12-31
Total days: 363
Commissions: 321.34 Comm.% P/L 87.13 %
Total Transactions: 200 Log. Linearity: 1.104 %
Total enabled Long enabled Short NGLS OIS
Total Profit/Loss 368.79 1332.91 -964.12 -1517.60 1886.39
Total Profit 9317.15 6613.91 2703.24 9841.22 11251.52
Total Loss 8948.36 5281.00 3667.36 11358.82 9365.13
Profit Factor 1.04 1.25 0.74 0.87 1.20
Trades 50 27 23 50 50
Winning Trades 34 21 13 28 33
Losing Trades 16 6 10 22 17
% Profitable 68.00 77.00 56.00 56.00 66.00
Profit/Loss Per Trade % 0.06 0.39 -0.32 -0.32 0.25
Profit Per Trade % 2.38 2.74 1.80 3.04 2.91
Loss Per Trade % 4.32 6.87 2.82 4.15 4.59
Days In Trade 273 139 134 273 273
Days In Trade (Avg. Per Trade) 5.46 5.15 5.83 5.46 5.46
% Days In Trade 75.21 38.29 36.91 75.21 75.21
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Trade Log
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FB LN TW

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Disclaimer: Backtested, simulated or hypothetical performance results have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. There are numerous factors related to the stock market in general and to the implementation of any stock market timing program, which cannot be fully accounted for in the preparation of hypothetical performance results. The backtested results listed here do not take into consideration slippage, fees, taxes, or dividends and interest earned on cash positions. These factors would affect actual trading results. Simulated, backtested or hypothetical stock trading systems in general are also subject to the fact that they are designed with the benefit of hindsight. Backtested performance does not represent actual performance and should not be interpreted as an indication of such performance. No representation is being made that you will or is likely to achieve profits or losses similar to these being shown. This site provides impersonal educational stock trading information, and therefore, no consideration can or is made toward your financial circumstances. All material presented within is not to be regarded as investment advice, but for general informational purposes only.